CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6530 |
0.6538 |
0.0008 |
0.1% |
0.6613 |
| High |
0.6552 |
0.6553 |
0.0001 |
0.0% |
0.6650 |
| Low |
0.6511 |
0.6530 |
0.0020 |
0.3% |
0.6554 |
| Close |
0.6519 |
0.6553 |
0.0034 |
0.5% |
0.6554 |
| Range |
0.0042 |
0.0023 |
-0.0019 |
-45.8% |
0.0097 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
31 |
29 |
-2 |
-6.5% |
15 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6613 |
0.6605 |
0.6565 |
|
| R3 |
0.6590 |
0.6583 |
0.6559 |
|
| R2 |
0.6568 |
0.6568 |
0.6557 |
|
| R1 |
0.6560 |
0.6560 |
0.6555 |
0.6564 |
| PP |
0.6545 |
0.6545 |
0.6545 |
0.6547 |
| S1 |
0.6538 |
0.6538 |
0.6550 |
0.6541 |
| S2 |
0.6523 |
0.6523 |
0.6548 |
|
| S3 |
0.6500 |
0.6515 |
0.6546 |
|
| S4 |
0.6478 |
0.6493 |
0.6540 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6875 |
0.6811 |
0.6607 |
|
| R3 |
0.6779 |
0.6714 |
0.6580 |
|
| R2 |
0.6682 |
0.6682 |
0.6571 |
|
| R1 |
0.6618 |
0.6618 |
0.6562 |
0.6602 |
| PP |
0.6586 |
0.6586 |
0.6586 |
0.6578 |
| S1 |
0.6521 |
0.6521 |
0.6545 |
0.6505 |
| S2 |
0.6489 |
0.6489 |
0.6536 |
|
| S3 |
0.6393 |
0.6425 |
0.6527 |
|
| S4 |
0.6296 |
0.6328 |
0.6500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6645 |
0.6511 |
0.0135 |
2.1% |
0.0042 |
0.6% |
31% |
False |
False |
14 |
| 10 |
0.6650 |
0.6511 |
0.0140 |
2.1% |
0.0026 |
0.4% |
30% |
False |
False |
7 |
| 20 |
0.6746 |
0.6511 |
0.0235 |
3.6% |
0.0020 |
0.3% |
18% |
False |
False |
4 |
| 40 |
0.6881 |
0.6511 |
0.0370 |
5.6% |
0.0023 |
0.4% |
11% |
False |
False |
7 |
| 60 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0017 |
0.3% |
33% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6648 |
|
2.618 |
0.6611 |
|
1.618 |
0.6589 |
|
1.000 |
0.6575 |
|
0.618 |
0.6566 |
|
HIGH |
0.6553 |
|
0.618 |
0.6544 |
|
0.500 |
0.6541 |
|
0.382 |
0.6539 |
|
LOW |
0.6530 |
|
0.618 |
0.6516 |
|
1.000 |
0.6508 |
|
1.618 |
0.6494 |
|
2.618 |
0.6471 |
|
4.250 |
0.6434 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6549 |
0.6577 |
| PP |
0.6545 |
0.6569 |
| S1 |
0.6541 |
0.6561 |
|